Anic Equity¶

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Total return since start: 0.546 %¶

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Equity now: -----------------------------> 47221.96 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45826.98 Kr¶

PnL: ---------------------------------------> -1061.59 Kr¶

DD now: ---------------------------------> -2.895 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 17:00:52.428332'

Anic Portfolio¶

Today¶

Return: -0.448 %¶

This Week¶

Return: -1.442 %¶

Total¶

Return: 54.593 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.820000 3095.000000 168.000000 5.740000 2927.000000
HEBA B 70 -1.130000 2758.000000 122.000000 4.630000 2636.000010
HMS Networks 2 14.110000 789.200000 116.200000 17.270000 673.000000
SAAB B 8 0.850000 3436.800000 59.800000 1.770000 3377.000000
MedCap 2 0.000000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.660000 389.400000 34.400000 9.690000 355.000000
Nordea Bank Abp 29 0.270000 3478.260000 24.260000 0.700000 3453.999992
Corem Property Group B 59 -3.250000 597.080000 20.080000 3.480000 576.999999
AcadeMedia 12 -1.520000 576.720000 19.720000 3.540000 557.000004
Intrum 4 2.680000 544.400000 17.400000 3.300000 527.000000
Resurs Holding 22 -1.860000 590.700000 16.700000 2.910000 573.999998
OEM International B 7 0.910000 542.500000 14.500000 2.750000 527.999997
Swedbank A 3 -0.570000 576.450000 12.450000 2.210000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 1.410000 553.920000 10.920000 2.010000 543.000000
Securitas B 6 -0.270000 577.200000 7.200000 1.260000 570.000000
Boozt 12 -0.500000 1659.600000 5.600000 0.340000 1653.999996
Creaspac SPAC 6 0.730000 581.400000 4.400000 0.760000 577.000002
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Coor Service Management Hold. 8 0.000000 535.200000 3.200000 0.600000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.580000 246.240000 0.240000 0.100000 246.000000
CTEK 13 0.740000 533.000000 -1.000000 -0.190000 533.999999
Handelsbanken A 5 0.140000 540.500000 -5.500000 -1.010000 546.000000
Midsona B 63 1.680000 570.780000 -12.220000 -2.100000 582.999984
Essity B 2 -2.220000 546.800000 -27.200000 -4.740000 574.000000
International Petroleum Corp. 5 -0.180000 551.500000 -43.070000 -7.240000 594.565215
Essity A 4 -1.790000 1098.000000 -51.000000 -4.440000 1149.000000
Sampo Oyj SDB 7 -1.010000 3776.500000 -73.500000 -1.910000 3850.000000
Vivesto 1368 0.670000 537.080000 -75.920000 -12.390000 612.999432
Beijer Electronics Group 26 -10.260000 2818.400000 -152.600000 -5.140000 2971.000006
Fasadgruppen Group 35 -0.960000 3598.000000 -213.000000 -5.590000 3810.999990
OX2 18 0.260000 1406.700000 -257.300000 -15.460000 1663.999992
Axfood 13 -3.200000 3461.900000 -294.100000 -7.830000 3756.000001
Ovzon 52 0.750000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45826.980000 -1061.590000 -2.89519% 46888.564618

Updated:¶

'2023-01-26 17:01:05.669413'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶